The Union Depository is a bank and an office building located on 17 Power Street in Pillbox Hill, Los Santos. It is the largest holding bank on the west coast. Its logo is an open red padlock. The skyscraper appears to be based on the Figueroa at Wilshire tower of Los Angeles, even though it is not an exact rendition. It could also be slightly based on the Mellon Bank Center.

Although there's not much security in the outside, the building is in constant vigilance by guards in the interior and a special LSPD unit.

Obvious - Franklin uses a cutter underground to drill through to the building vault, planting explosives on the vault after drilling. Trevor and one of the selected drivers use a helicopter to fly the stolen gold to the county to a train while under attack by Merryweather Security. Michael and the selected gunman distract the cops by pretending to be attempting robbing the bank above ground.

Subtle - The crew intercepts two Securicars passing through a tunnel that are on their way to the Depository. There, they take the Securicars and take one of the guards, Casey. They take the other guards' uniforms and plan on posing as the Gruppe Sechs guards they ambushed, who were on their way to pick up the gold. They successfully and peacefully get the gold, and make their way to a hiding spot next to Vanilla Unicorn, but they are attacked by Merryweather. Franklin hacks into the traffic light system, and stops them, even though the crew is found anyway, resulting in a massive shootout. Afterwards, they use modified Gauntlets to escape the police.